According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert (...)
In France, many financial engineers feel some aversion for IT. Some, fascinated by models, don’t consider for a second writing thousands of lines of code…
The use of «multifractal processes» for risk calculation in finance allows us to use the concept of «scale invariance» and its implications developed in fluid mechanics…
In an uncompromising book, Benoit Mandelbrot, French graduate from Ecole Polytechnique, denounces the inconsistency of the orthodox theory of finance and presents his fractal vision of the markets
Alternatives managers split on the benefits of ESG, finds Unigestion
Unigestion, the boutique asset manager with scale that focuses on guiding its clients with risk-managed investment solutions, has again surveyed the hedge fund and private equity managers it invests in to track their attitudes to (...)
The research - which includes data on a diverse range of institutional investor types - shows that pension fund assets represent a third (34%) of the top 100 alternative managers’ assets, followed by wealth managers (19%), insurance companies (10%), sovereign wealth funds (...)
“There is no listed infrastructure asset class” : New EDHECinfra study finds no diversification benefits from 22 different proxies of listed infrastructure equity
EDHEC Infrastructure Institute-Singapore (EDHECinfra) has released a new paper entitled “Searching for a Listed Infrastructure Asset Class” establishing that listed infrastructure securities cannot be considered a unique asset (...)
Barclays hosted its fifth annual UK Savings Conference on 8th June 2016, and the key takeaway was that Robo-Advice would have a significant role to play in closing the advice gap, but is akin to the rise of internet banking in the early (...)